-53.7%
SMR vs PSA
+15.6%
-69.3%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.1% | -3.2% |
| 7D | -8.3% | -1.4% | -6.8% | -7.7% |
| 30D | -20.1% | +15.2% | -35.2% | -24.8% |
| 3M | -52.7% | +2.2% | -54.9% | -53.2% |
| 6M | -61.0% | +11.7% | -72.7% | -63.4% |
| YTD | -67.1% | +32.0% | -99.1% | -71.3% |
| 1Y | -79.9% | +26.3% | -106.1% | -82.1% |
| 3Y | +101.7% | +52.4% | +49.4% | +59.5% |
| All | -53.7% | +15.6% | -69.3% | -63.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PSA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling